Stochastic over indicator

[manugarc]

Hi Jessica,

Since you have been able to reproduce it previously, I don't think it's something unique to my system (I run it in a number of machines), in fact today it has happened again in a different scenario, but fortunately I've discover the way to avoid it (not to fix it, but it works for me), so if nobody else is complaining about it or doesn't happen to anyone else, for me it's ok to leave it here, so don't worry about it and thank you for your time.

[NinjaTrader_JessicaP]

I have some more information to report.

With the test scenario I proposed in post #14, including realtime tests over the entire S&P 500, we were unable to produce K and D values below 0 or above 100. You can spawn many copies of a strategy by selecting an instrument list as the instrument to test for a strategy in the strategies tab. While the underlying code for the stochastics indicator has been modified, the tests in post 14 were re-used. These tests previously revealed K and D values out of range, so we can be confident that they are at least partially correct. While you are invited to review these tests, we understand your time is valuable and thank you once again for your report.

Since what you are seeing differs from our results, we must therefore consider what you are seeing unique to your system. Whenever possible, please start a conversation at platformsupport[at]ninjatrader[dot]com referencing Attn:NinjaTrader_JessicaP and 1637010 in the subject line of your e-mail, so that we can look more closely at your system in particular.

Thank you once again for using NinjaTrader 8 and for your report.

[NinjaTrader_JessicaP]

While I realize your time is valuable, if you are able this weekend and so that I may have a more complete picture of what is happening on your end, would it be possible to use the freely and publicly available screen capture software Jing, https://www.techsmith.com/jing.html , or a similar program which can record video of what is happening on your screen, so that you can show me what is occurring on your end? These quick instructions can get you started with Jing.

1. When you start Jing, a yellow half circle will appear near the top of your screen. Please hover over it with your mouse
2. A small + sign will extend out of this half circle. Please click on it
3. When your cursor becomes two intersecting lines, please click and drag your mouse over an area of your screen you would like to record
4. Please press the film strip button that appears to begin recording
5. When you are finished recording, please press the square stop button that appears
6. Please press the share button that appears. It consists of three vertical upward pointing arrows.

You will then have the option to view your video on screencast.com . This is the link which can help me diagnose what is happening on your end. It is possible you will need to set up a free account in order to share videos.




Thank you very much in advance for providing us with this information. If this procedure is not an option for you, or if there are any other questions we can answer, please let us know.

[manugarc]

I'm having to leave right now, but I'll answer every question as soon as I can (basically at any time, SP, CQG).

[NinjaTrader_JessicaP]

Thank you manugarc. As far as this happening in realtime,

• What date and time did this occur?
• What instrument were you trading?
• Who is your data feed provider, if you are not using market replay data?
• What values did you report?
• Can you make this happen in realtime using the Playback Connection?

[manugarc]

Hi Jessica,

The only difference is that it happens to me on real time, that's why I pointed to race-conditions problems on post #22

[NinjaTrader_JessicaP]

While I am no longer able to see this in the latest build of NinjaTrader, I am including a video with my test scenario.

manugarc, please review this video and let me know if I need to do anything differently to see the same thing that you are seeing on my end.

https://www.screencast.com/t/8XtdCIjh

[Harry]

Thank you for running this test Harry. I am glad the stop gap code treats the symptom. I am currently working on determining the underlying cause and will return shortly with my findings.

Sorry, I have not run the modified Stochastics with the stop code, but the original one. I am unable to reproduce the error on my side, but the Stochastics (input version) applied to the RSI works fine on a 5 second chart.

How can I reproduce the problem and create any values below 0 or above 100? What were the exact settings that you used to reproduce it?

[NinjaTrader_JessicaP]

Thank you for running this test Harry. I am glad the stop gap code treats the symptom. I am currently working on determining the underlying cause and will return shortly with my findings.

[Harry]

Hello manugarc,

I have been able to reproduce k and d values out of range once more. To do so we can simply pass an RSI indicator to the attached indicator, and run this over yesterday's (March 10th) market replay data for the ES 06-17 instrument on a 5 second chart.

As a stop-gap the attached indicator is a copy of the one Harry sent us which will correct its own K and D values to a 0-100 range.

I have tried to reproduce the issue with K & D values and have run a 5 second chart of ES 03-17 with a synthetic Stoch RSI over two weeks. All values remained within the range [0,100] as expected.

I would love to reproduce the issue, as I am interested in finding out what might have caused it.

The stop gap code corrects the false results, but does not tell us why the SMA applied to the fastK would not wokr as expected.

[NinjaTrader_JessicaP]

Hello manugarc,

I have been able to reproduce k and d values out of range once more. To do so we can simply pass an RSI indicator to the attached indicator, and run this over yesterday's (March 10th) market replay data for the ES 06-17 instrument on a 5 second chart.

As a stop-gap the attached indicator is a copy of the one Harry sent us which will correct its own K and D values to a 0-100 range.

[Harry]

Hi Harry,

I've given a try to your code but it fails (not your code, I mean NT 8.0.5.1 keeps on failing); I'm still getting negative values on several stochastics after a number of hours.

Jessica, I would really appreciate if you could tell me whether you think you are going to be able to fix these problems soon, because it's going to be painful for me to translate my strategies to another platform, but it's taking too much time to fix these problems and I can't wait longer.

Thank you.

Hi manugarc,

If you wish that this issue is seriously examined, you need to create a case that can be recreated and tested by someone else. At the moment you are hiding all information which is needed to fix the problem.

Which code did you use exactly? To which instrument was the Stochastics applied? Which indicator was used as an input series? What is the time frame of the chart? Without this information, nobody will be able to produce a fix!

I also encourage you to add a third plot for FastK to the Stochastics, and check whether it moves outside the boudaries of 0 and 100.

[NinjaTrader_JessicaP]

With regard to the feature that causes indicators to use series other than price values, there is no timetable on this, and you are encouraged to resolve this through user code similar to Harry's. I am attaching other untested code with no guarantees as far as correctness or effectiveness that has been submitted related to this. Code samples we provide are for educational purposes, and are not intended for live trading, and are not guaranteed to accomplish any user goal or to be maintained.

This said if you have in fact been able to encounter values outside the 0-100 range in 8.0.5+ , and are reporting this, I will reopen my investigation and will ensure I have a fix as soon as possible. Any information you can give us that would help would be appreciated. So that we are not waiting on this information, I will assume you are using tests as detailed earlier in this thread to reproduce these results. When we have a fix I will post it directly to this thread, so that you will not have to wait for the next release of NinjaTrader.

[manugarc]

Hi Harry,

I've given a try to your code but it fails (not your code, I mean NT 8.0.5.1 keeps on failing); I'm still getting negative values on several stochastics after a number of hours.

Jessica, I would really appreciate if you could tell me whether you think you are going to be able to fix these problems soon, because it's going to be painful for me to translate my strategies to another platform, but it's taking too much time to fix these problems and I can't wait longer.

Thank you.

[manugarc]

Thank you Jessica, but there is something I can't understand:

Until version 8.0.5.0, I used multiple Stochastics on the same chart, each one of them using different inputs (which were another indicators), and only some of them went over/under 100/0 values. Those Stochastics were following each input and in fact they had different results, but if I understand well what you are explaining to me, all of them were using price as input, so it's almost impossible to me to understand it o_O How is it possible?